MWMIX vs. XDEQ.L
Compare and contrast key facts about VanEck Morningstar Wide Moat Fund (MWMIX) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
MWMIX is managed by VanEck. It was launched on Nov 6, 2017. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWMIX or XDEQ.L.
Key characteristics
| MWMIX | XDEQ.L | |
|---|---|---|
| YTD Return | 11.66% | 13.08% |
| 1Y Return | 21.70% | 19.96% |
| 3Y Return (Ann) | 9.51% | 9.27% |
| 5Y Return (Ann) | 14.60% | 11.90% |
| Sharpe Ratio | 1.53 | 1.77 |
| Daily Std Dev | 13.13% | 11.30% |
| Max Drawdown | -33.03% | -23.79% |
| Current Drawdown | -0.50% | -2.64% |
Correlation
The correlation between MWMIX and XDEQ.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MWMIX vs. XDEQ.L - Performance Comparison
In the year-to-date period, MWMIX achieves a 11.66% return, which is significantly lower than XDEQ.L's 13.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MWMIX vs. XDEQ.L - Expense Ratio Comparison
MWMIX has a 0.59% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Risk-Adjusted Performance
MWMIX vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Wide Moat Fund (MWMIX) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
MWMIX vs. XDEQ.L - Dividend Comparison
MWMIX's dividend yield for the trailing twelve months is around 5.21%, while XDEQ.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MWMIX VanEck Morningstar Wide Moat Fund | 5.21% | 5.82% | 11.44% | 13.44% | 8.22% | 10.84% | 9.48% | 0.26% | 0.00% | 0.00% | 0.00% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
MWMIX vs. XDEQ.L - Drawdown Comparison
The maximum MWMIX drawdown since its inception was -33.03%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for MWMIX and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
MWMIX vs. XDEQ.L - Volatility Comparison
The current volatility for VanEck Morningstar Wide Moat Fund (MWMIX) is 2.60%, while Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) has a volatility of 3.84%. This indicates that MWMIX experiences smaller price fluctuations and is considered to be less risky than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.